His thoughts show up in little yellow boxes. In one comic he was talking to someone and thought something along the lines of, "I wonder if my thoughts are in little yellow boxes." His thought was in a little yellow box and he thought, "OH! Little yellow boxes! How I missed you! What fun we shall have together."

Not sure if he's actually worthy to pick it up like Captain America or if this is the universe where anyone can actually wield it (Thor still being the only one who can summon lightning ans such though) or C.) It's Deadpool he does what he pleases.